A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

Economic design of an X chart for short-run production

The aim of this paper is to present an economical design of an X chart for a short-run production. The process mean starts equal to mu(0) (in-control, State I) and in a random time it shifts to mu(1) > mu(0) (out-of-control, State II). The monitoring procedure consists of inspecting a single item at every m produced ones. If the measurement of the quality characteristic does not meet the control limits, the process is stopped, adjusted, and additional (r - 1) items are inspected retrospectively. The probabilistic model was developed considering only shifts in the process mean. A direct search technique is applied to find the optimum parameters which minimizes the expected cost function. Numerical examples illustrate the proposed procedure. (C) 2009 Elsevier B.V. All rights reserved.

Blast design using measurement while drilling parameters

Measurement while drilling (MWD) techniques can provide a useful tool to aid drill and blast engineers in open cut mining. By avoiding time consuming tasks such as scan-lines and rock sample collection for laboratory tests, MWD techniques can not only save time but also improve the reliability of the blast design by providing the drill and blast engineer with the information specially tailored for use. While most mines use a standard blast pattern and charge per blasthole, based on a single rock factor for the entire bench or blast region, information derived from the MWD parameters can improve the blast design by providing more accurate rock properties for each individual blasthole. From this, decisions can be made on the most appropriate type and amount of explosive charge to place in a per blasthole or to optimise the inter-hole timing detonation time of different decks and blastholes. Where real-time calculations are feasible, the system could extend the present blast design even be used to determine the placement of subsequent holes towards a more appropriate blasthole pattern design like asymmetrical blasting.

Design of a laminated composite multi-cel structure subjected to torsion

Laminate composite multi-cell structures have to support both axial and shear stresses when sustaining variable twist. Thus the properties and design of the laminate may not be the most adequate at all cross-sections to support the torsion imposed on the cells. In this work, the effect of some material and geometric parameters on the optimal mechanical behaviour of a multi-cell composite laminate structure is studied when torsion is present. A particle swarm optimization technique is used to maximize the multi-cell structure torsion constant that can be used to obtain the angle of twist of the composite laminate profile.

Evaluation of the influence of testing parameters on the melt flow index of thermoplastics

The main goals of the present work are the evaluation of the influence of several variables and test parameters on the melt flow index (MFI) of thermoplastics, and the determination of the uncertainty associated with the measurements. To evaluate the influence of test parameters on the measurement of MFI the design of experiments (DOE) approach has been used. The uncertainty has been calculated using a "bottom-up" approach given in the "Guide to the Expression of the Uncertainty of Measurement" (GUM). Since an analytical expression relating the output response (MFI) with input parameters does not exist, it has been necessary to build mathematical models by adjusting the experimental observations of the response variable in accordance with each input parameter. Subsequently, the determination of the uncertainty associated with the measurement of MFI has been performed by applying the law of propagation of uncertainty to the values of uncertainty of the input parameters. Finally, the activation energy (Ea) of the melt flow at around 200 degrees C and the respective uncertainty have also been determined.

Development of a water-in-oil-in-water multiple emulsion system integrating biomimetic aqueous-core lipid nanodroplets for protein entity stabilization. Part I: experimental factorial design

Lipid nanoballoons integrating multiple emulsions of the type water-in-oil-in-water enclose, at least in theory, a biomimetic aqueous-core suitable for housing hydrophilic biomolecules such as proteins, peptides and bacteriophage particles. The research effort entertained in this paper reports a full statistical 23x31 factorial design study (three variables at two levels and one variable at three levels) to optimize biomimetic aqueous-core lipid nanoballoons for housing hydrophilic protein entities. The concentrations of protein, lipophilic and hydrophilic emulsifiers, and homogenization speed were set as the four independent variables, whereas the mean particle hydrodynamic size (HS), zeta potential (ZP) and polydispersity index (PI) were set as the dependent variables. The V23x31 factorial design constructed led to optimization of the higher (+1) and lower (-1) levels, with triplicate testing for the central (0) level, thus producing thirty three experiments and leading to selection of the optimized processing parameters as 0.015% (w/w) protein entity, 0.75% (w/w) lipophilic emulsifier (soybean lecithin) and 0.50% (w/w) hydrophilic emulsifier (poloxamer 188). In the present research effort, statistical optimization and production of protein derivatives encompassing full stabilization of their three-dimensional structure, has been attempted via housing said molecular entities within biomimetic aqueous-core lipid nanoballoons integrating a multiple (W/O/W) emulsion.

Influence of a lifestyle intervention in preschool children on physiological and psychological parameters (Ballabeina): study design of a cluster randomized controlled trial.

Childhood obesity and physical inactivity are increasing dramatically worldwide. Children of low socioeconomic status and/or children of migrant background are especially at risk. In general, the overall effectiveness of school-based programs on health-related outcomes has been disappointing. A special gap exists for younger children and in high risk groups. This paper describes the rationale, design, curriculum, and evaluation of a multicenter preschool randomized intervention study conducted in areas with a high migrant population in two out of 26 Swiss cantons. Twenty preschool classes in the German (canton St. Gallen) and another 20 in the French (canton Vaud) part of Switzerland were separately selected and randomized to an intervention and a control arm by the use of opaque envelopes. The multidisciplinary lifestyle intervention aimed to increase physical activity and sleep duration, to reinforce healthy nutrition and eating behaviour, and to reduce media use. According to the ecological model, it included children, their parents and the teachers. The regular teachers performed the majority of the intervention and were supported by a local health promoter. The intervention included physical activity lessons, adaptation of the built infrastructure; promotion of regional extracurricular physical activity; playful lessons about nutrition, media use and sleep, funny homework cards and information materials for teachers and parents. It lasted one school year. Baseline and post-intervention evaluations were performed in both arms. Primary outcome measures included BMI and aerobic fitness (20 m shuttle run test). Secondary outcomes included total (skinfolds, bioelectrical impedance) and central (waist circumference) body fat, motor abilities (obstacle course, static and dynamic balance), physical activity and sleep duration (accelerometry and questionnaires), nutritional behaviour and food intake, media use, quality of life and signs of hyperactivity (questionnaires), attention and spatial working memory ability (two validated tests). Researchers were blinded to group allocation. The purpose of this paper is to outline the design of a school-based multicenter cluster randomized, controlled trial aiming to reduce body mass index and to increase aerobic fitness in preschool children in culturally different parts of Switzerland with a high migrant population. Trial Registration: (clinicaltrials.gov) NCT00674544.

Variable Kernel estimates: On the impossibility of tuning the parameters

For the standard kernel density estimate, it is known that one can tune the bandwidth such that the expected L1 error is within a constant factor of the optimal L1 error (obtained when one is allowed to choose the bandwidth with knowledge of the density). In this paper, we pose the same problem for variable bandwidth kernel estimates where the bandwidths are allowed to depend upon the location. We show in particular that for positive kernels on the real line, for any data-based bandwidth, there exists a densityfor which the ratio of expected L1 error over optimal L1 error tends to infinity. Thus, the problem of tuning the variable bandwidth in an optimal manner is ``too hard''. Moreover, from the class of counterexamples exhibited in the paper, it appears thatplacing conditions on the densities (monotonicity, convexity, smoothness) does not help.

Evaluation of ammonia volatilization losses by adjusted parameters of a logistic function

The dynamics of N losses in fertilizer by ammonia volatilization is affected by several factors, making investigation of these dynamics more complex. Moreover, some features of the behavior of the variable can lead to deviation from normal distribution, making the main commonly adopted statistical strategies inadequate for data analysis. Thus, the purpose of this study was to evaluate the patterns of cumulative N losses from urea through ammonia volatilization in order to find a more adequate and detailed way of assessing the behavior of the variable. For that reason, changes in patterns of ammonia volatilization losses as a result of applying different combinations of two soil classes [Planossolo and Chernossolo (Typic Albaqualf and Vertic Argiaquolls)] and different rates of urea (50, 100 and 150 kg ha-1 N), in the presence or absence of a urease inhibitor, were evaluated, adopting a 2 × 3 × 2 factorial design with four replications. Univariate and multivariate analysis of variance were performed using the adjusted parameter values of a logistic function as a response variable. The results obtained from multivariate analysis indicated a prominent effect of the soil class factor on the set of parameters, indicating greater relevance of soil adsorption potential on ammonia volatilization losses. Univariate analysis showed that the parameters related to total N losses and rate of volatilization were more affected by soil class and the rate of urea applied. The urease inhibitor affected only the rate and inflection point parameters, decreasing the rate of losses and delaying the beginning of the process, but had no effect on total ammonia losses. Patterns of ammonia volatilization losses provide details on behavior of the variable, details which can be used to develop and adopt more accurate techniques for more efficient use of urea.

Estimating Design-Flood Discharges for Streams in Iowa Using Drainage-Basin and Channel-Geometry Characteristics, HR-322, 1993

Drainage-basin and channel-geometry multiple-regression equations are presented for estimating design-flood discharges having recurrence intervals of 2, 5, 10, 25, 50, and 100 years at stream sites on rural, unregulated streams in Iowa. Design-flood discharge estimates determined by Pearson Type-III analyses using data collected through the 1990 water year are reported for the 188 streamflow-gaging stations used in either the drainage-basin or channel-geometry regression analyses. Ordinary least-squares multiple-regression techniques were used to identify selected drainage-basin and channel-geometry regions. Weighted least-squares multiple-regression techniques, which account for differences in the variance of flows at different gaging stations and for variable lengths in station records, were used to estimate the regression parameters. Statewide drainage-basin equations were developed from analyses of 164 streamflow-gaging stations. Drainage-basin characteristics were quantified using a geographic-information-system (GIS) procedure to process topographic maps and digital cartographic data. The significant characteristics identified for the drainage-basin equations included contributing drainage area, relative relief, drainage frequency, and 2-year, 24-hour precipitation intensity. The average standard errors of prediction for the drainage-basin equations ranged from 38.6% to 50.2%. The GIS procedure expanded the capability to quantitatively relate drainage-basin characteristics to the magnitude and frequency of floods for stream sites in Iowa and provides a flood-estimation method that is independent of hydrologic regionalization. Statewide and regional channel-geometry regression equations were developed from analyses of 157 streamflow-gaging stations. Channel-geometry characteristics were measured on site and on topographic maps. Statewide and regional channel-geometry regression equations that are dependent on whether a stream has been channelized were developed on the basis of bankfull and active-channel characteristics. The significant channel-geometry characteristics identified for the statewide and regional regression equations included bankfull width and bankfull depth for natural channels unaffected by channelization, and active-channel width for stabilized channels affected by channelization. The average standard errors of prediction ranged from 41.0% to 68.4% for the statewide channel-geometry equations and from 30.3% to 70.0% for the regional channel-geometry equations. Procedures provided for applying the drainage-basin and channel-geometry regression equations depend on whether the design-flood discharge estimate is for a site on an ungaged stream, an ungaged site on a gaged stream, or a gaged site. When both a drainage-basin and a channel-geometry regression-equation estimate are available for a stream site, a procedure is presented for determining a weighted average of the two flood estimates.

Energy efficiency parameters in variable speed drives

The main purpose of this thesis is to measure and evaluate how accurately the current energy saving calculation in ABB’s new variable speed drive ACS850 works. The main topic of this thesis is energy-efficiency parameters. At the beginning of this thesis centrifugal pump, squirrel cage motor and variable speed drive, including some equations related to them, are being introduced. Also methods of throttling control and variable speed drive control of centrifugal pumps are being introduced. These subjects are introduced because the energy saving calculation in ACS850 is related to the centrifugal pumps usually driven by squirrel cage motors. The theory also includes short section about specific energy of pumping. Before measurements the current energy saving calculation of ACS850 is being introduced and analyzed. The measurements part includes introduction of measuring equipment, measurement results, summary and analysis of the measurements. At the end of this thesis a proposal for an improvement to the current energy saving calculation is being introduced and few proposals are made for new energy-efficiency parameters, which could be added to variable speed drives. At the end are also thoughts

Software for design of experiments and response modelling of cake ltration applications

Filtration is a widely used unit operation in chemical engineering. The huge variation in the properties of materials to be ltered makes the study of ltration a challenging task. One of the objectives of this thesis was to show that conventional ltration theories are di cult to use when the system to be modelled contains all of the stages and features that are present in a complete solid/liquid separation process. Furthermore, most of the ltration theories require experimental work to be performed in order to obtain critical parameters required by the theoretical models. Creating a good overall understanding of how the variables a ect the nal product in ltration is somewhat impossible on a purely theoretical basis. The complexity of solid/liquid separation processes require experimental work and when tests are needed, it is advisable to use experimental design techniques so that the goals can be achieved. The statistical design of experiments provides the necessary tools for recognising the e ects of variables. It also helps to perform experimental work more economically. Design of experiments is a prerequisite for creating empirical models that can describe how the measured response is related to the changes in the values of the variable. A software package was developed that provides a ltration practitioner with experimental designs and calculates the parameters for linear regression models, along with the graphical representation of the responses. The developed software consists of two software modules. These modules are LTDoE and LTRead. The LTDoE module is used to create experimental designs for di erent lter types. The lter types considered in the software are automatic vertical pressure lter, double-sided vertical pressure lter, horizontal membrane lter press, vacuum belt lter and ceramic capillary action disc lter. It is also possible to create experimental designs for those cases where the variables are totally user de ned, say for a customized ltration cycle or di erent piece of equipment. The LTRead-module is used to read the experimental data gathered from the experiments, to analyse the data and to create models for each of the measured responses. Introducing the structure of the software more in detail and showing some of the practical applications is the main part of this thesis. This approach to the study of cake ltration processes, as presented in this thesis, has been shown to have good practical value when making ltration tests.

Software for design of experiments and response modelling of cake filtration applications

Filtration is a widely used unit operation in chemical engineering. The huge variation in the properties of materials to be ltered makes the study of ltration a challenging task. One of the objectives of this thesis was to show that conventional ltration theories are di cult to use when the system to be modelled contains all of the stages and features that are present in a complete solid/liquid separation process. Furthermore, most of the ltration theories require experimental work to be performed in order to obtain critical parameters required by the theoretical models. Creating a good overall understanding of how the variables a ect the nal product in ltration is somewhat impossible on a purely theoretical basis. The complexity of solid/liquid separation processes require experimental work and when tests are needed, it is advisable to use experimental design techniques so that the goals can be achieved. The statistical design of experiments provides the necessary tools for recognising the e ects of variables. It also helps to perform experimental work more economically. Design of experiments is a prerequisite for creating empirical models that can describe how the measured response is related to the changes in the values of the variable. A software package was developed that provides a ltration practitioner with experimental designs and calculates the parameters for linear regression models, along with the graphical representation of the responses. The developed software consists of two software modules. These modules are LTDoE and LTRead. The LTDoE module is used to create experimental designs for di erent lter types. The lter types considered in the software are automatic vertical pressure lter, double-sided vertical pressure lter, horizontal membrane lter press, vacuum belt lter and ceramic capillary action disc lter. It is also possible to create experimental designs for those cases where the variables are totally user de ned, say for a customized ltration cycle or di erent piece of equipment. The LTRead-module is used to read the experimental data gathered from the experiments, to analyse the data and to create models for each of the measured responses. Introducing the structure of the software more in detail and showing some of the practical applications is the main part of this thesis. This approach to the study of cake ltration processes, as presented in this thesis, has been shown to have good practical value when making ltration tests.

Influence of eNOS gene polymorphism on cardiometabolic parameters in response to physical training in postmenopausal women

The health-promoting effects of exercise training (ET) are related to nitric oxide (NO) production and/or its bioavailability. The objective of this study was to determine whether single nucleotide polymorphism of the endothelial NO synthase (eNOS) gene at positions -786T>C, G894T (Glu298Asp) and at the variable number of tandem repeat (VNTR) Intron 4b/a would interfere with the cardiometabolic responses of postmenopausal women submitted to physical training. Forty-nine postmenopausal women were trained in sessions of 30-40 min, 3 days a week for 8 weeks. Genotypes, oxidative stress status and cardiometabolic parameters were then evaluated in a double-blind design. Both systolic and diastolic blood pressure values were significantly reduced after ET, which was genotype-independent. However, women without eNOS gene polymorphism at position -786T>C (TT genotype) and Intron 4b/a (bb genotype) presented a better reduction of total cholesterol levels (-786T>C: before = 213 ± 12.1, after = 159.8 ± 14.4, Δ = -24.9% and Intron 4b/a: before = 211.8 ± 7.4, after = 180.12 ± 6.4 mg/dL, Δ = -15%), and LDL cholesterol (-786T>C: before = 146.1 ± 13.3, after = 82.8 ± 9.2, Δ = -43.3% and Intron 4b/a: before = 143.2 ± 8, after = 102.7 ± 5.8 mg/dL, Δ = -28.3%) in response to ET compared to those who carried the mutant allele. Superoxide dismutase activity was significantly increased in trained women whereas no changes were observed in malondialdehyde levels. Women without eNOS gene polymorphism at position -786T>C and Intron 4b/a showed a greater reduction of plasma cholesterol levels in response to ET. Furthermore, no genotype influence was observed on arterial blood pressure or oxidative stress status in this population.

Design and optimisation of a large-area process-based model for annual crops

The formulation of a new process-based crop model, the general large-area model (GLAM) for annual crops is presented. The model has been designed to operate on spatial scales commensurate with those of global and regional climate models. It aims to simulate the impact of climate on crop yield. Procedures for model parameter determination and optimisation are described, and demonstrated for the prediction of groundnut (i.e. peanut; Arachis hypogaea L.) yields across India for the period 1966-1989. Optimal parameters (e.g. extinction coefficient, transpiration efficiency, rate of change of harvest index) were stable over space and time, provided the estimate of the yield technology trend was based on the full 24-year period. The model has two location-specific parameters, the planting date, and the yield gap parameter. The latter varies spatially and is determined by calibration. The optimal value varies slightly when different input data are used. The model was tested using a historical data set on a 2.5degrees x 2.5degrees grid to simulate yields. Three sites are examined in detail-grid cells from Gujarat in the west, Andhra Pradesh towards the south, and Uttar Pradesh in the north. Agreement between observed and modelled yield was variable, with correlation coefficients of 0.74, 0.42 and 0, respectively. Skill was highest where the climate signal was greatest, and correlations were comparable to or greater than correlations with seasonal mean rainfall. Yields from all 35 cells were aggregated to simulate all-India yield. The correlation coefficient between observed and simulated yields was 0.76, and the root mean square error was 8.4% of the mean yield. The model can be easily extended to any annual crop for the investigation of the impacts of climate variability (or change) on crop yield over large areas. (C) 2004 Elsevier B.V. All rights reserved.